+191.7%
COP vs VSH
+65.5%
+126.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -0.8% | +6.2% | -7.1% | -1.7% |
| 30D | +15.6% | -11.1% | +26.7% | +17.2% |
| 3M | +14.3% | -44.9% | +59.3% | +22.8% |
| 6M | +17.0% | +90.0% | -73.0% | -4.3% |
| YTD | +47.4% | +118.8% | -71.4% | +15.8% |
| 1Y | +52.4% | +109.0% | -56.6% | +20.2% |
| 3Y | +20.8% | +35.6% | -14.8% | +0.6% |
| 5Y | +191.7% | +66.7% | +125.0% | +126.6% |
| All | +191.7% | +65.5% | +126.2% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling